ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 80.245 79.760 -0.485 -0.6% 79.820
High 80.245 79.770 -0.475 -0.6% 80.375
Low 79.960 79.610 -0.350 -0.4% 79.800
Close 80.001 79.664 -0.337 -0.4% 79.935
Range 0.285 0.160 -0.125 -43.9% 0.575
ATR 0.280 0.288 0.008 2.8% 0.000
Volume 107 5 -102 -95.3% 73
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 80.161 80.073 79.752
R3 80.001 79.913 79.708
R2 79.841 79.841 79.693
R1 79.753 79.753 79.679 79.717
PP 79.681 79.681 79.681 79.664
S1 79.593 79.593 79.649 79.557
S2 79.521 79.521 79.635
S3 79.361 79.433 79.620
S4 79.201 79.273 79.576
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 81.762 81.423 80.251
R3 81.187 80.848 80.093
R2 80.612 80.612 80.040
R1 80.273 80.273 79.988 80.443
PP 80.037 80.037 80.037 80.121
S1 79.698 79.698 79.882 79.868
S2 79.462 79.462 79.830
S3 78.887 79.123 79.777
S4 78.312 78.548 79.619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.245 79.610 0.635 0.8% 0.161 0.2% 9% False True 25
10 80.375 79.480 0.895 1.1% 0.183 0.2% 21% False False 28
20 80.375 79.337 1.038 1.3% 0.149 0.2% 32% False False 24
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.450
2.618 80.189
1.618 80.029
1.000 79.930
0.618 79.869
HIGH 79.770
0.618 79.709
0.500 79.690
0.382 79.671
LOW 79.610
0.618 79.511
1.000 79.450
1.618 79.351
2.618 79.191
4.250 78.930
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 79.690 79.928
PP 79.681 79.840
S1 79.673 79.752

These figures are updated between 7pm and 10pm EST after a trading day.

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